+182.1%
FSLY vs UMAC
+164.0%
+18.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -2.2% |
| 7D | -10.6% | -0.9% | -9.7% | -10.5% |
| 30D | -20.9% | -7.7% | -13.2% | -20.2% |
| 3M | +3.4% | -26.4% | +29.9% | +5.3% |
| 6M | +2.7% | +61.9% | -59.1% | -2.4% |
| YTD | +102.3% | +86.5% | +15.8% | +91.2% |
| 1Y | +182.1% | +156.3% | +25.7% | +171.0% |
| All | +182.1% | +164.0% | +18.1% | +171.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded UMAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling